TG39 - 0 1/8% Index-linked Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.432 | Carry: | £0.147 |
|---|---|---|---|---|
| mark-to-model | £54.432 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £53.277 | Variation: | £-1.352 |
| mark-to-model | £53.277 | Unexplained: | £0.007 |